CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 04-Mar-2019

Day Change Summary
	Previous	Current
	01-Mar-2019	04-Mar-2019	Change	Change %	Previous Week
Open	0.8987	0.8947	-0.0040	-0.5%	0.9039
High	0.8992	0.8967	-0.0026	-0.3%	0.9076
Low	0.8932	0.8937	0.0005	0.1%	0.8932
Close	0.8938	0.8959	0.0021	0.2%	0.8938
Range	0.0061	0.0030	-0.0031	-50.4%	0.0145
ATR	0.0050	0.0048	-0.0001	-2.8%	0.0000
Volume	127,579	99,533	-28,046	-22.0%	574,678

Daily Pivots for day following 04-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9044	0.9031	0.8975
R3	0.9014	0.9001	0.8967
R2	0.8984	0.8984	0.8964
R1	0.8971	0.8971	0.8961	0.8978
PP	0.8954	0.8954	0.8954	0.8957
S1	0.8941	0.8941	0.8956	0.8948
S2	0.8924	0.8924	0.8953
S3	0.8894	0.8911	0.8950
S4	0.8864	0.8881	0.8942

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9415	0.9321	0.9017
R3	0.9271	0.9177	0.8978
R2	0.9126	0.9126	0.8964
R1	0.9032	0.9032	0.8951	0.9007
PP	0.8982	0.8982	0.8982	0.8969
S1	0.8888	0.8888	0.8925	0.8863
S2	0.8837	0.8837	0.8912
S3	0.8693	0.8743	0.8898
S4	0.8548	0.8599	0.8859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9076	0.8932	0.0145	1.6%	0.0055	0.6%	19%	False	False	116,151
10	0.9076	0.8932	0.0145	1.6%	0.0044	0.5%	19%	False	False	104,498
20	0.9168	0.8932	0.0237	2.6%	0.0043	0.5%	11%	False	False	104,401
40	0.9355	0.8932	0.0423	4.7%	0.0050	0.6%	6%	False	False	110,482
60	0.9459	0.8865	0.0594	6.6%	0.0057	0.6%	16%	False	False	110,905
80	0.9459	0.8845	0.0614	6.8%	0.0053	0.6%	19%	False	False	83,643
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	19%	False	False	66,973
120	0.9459	0.8845	0.0614	6.8%	0.0047	0.5%	19%	False	False	55,823

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9094
2.618	0.9045
1.618	0.9015
1.000	0.8997
0.618	0.8985
HIGH	0.8967
0.618	0.8955
0.500	0.8952
0.382	0.8948
LOW	0.8937
0.618	0.8918
1.000	0.8907
1.618	0.8888
2.618	0.8858
4.250	0.8809

Fisher Pivots for day following 04-Mar-2019
Pivot	1 day	3 day
R1	0.8956	0.8990
PP	0.8954	0.8979
S1	0.8952	0.8969

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols